OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
The Correlation Risk Premium: International Evidence
Gonçalo Faria, Robert Kosowski, Tianyu Wang
Journal of Banking & Finance (2022) Vol. 136, pp. 106399-106399
Open Access | Times Cited: 7
Gonçalo Faria, Robert Kosowski, Tianyu Wang
Journal of Banking & Finance (2022) Vol. 136, pp. 106399-106399
Open Access | Times Cited: 7
Showing 7 citing articles:
International stock volatility predictability: New evidence from uncertainties
Jiqian Wang, Feng Ma, Tianyang Wang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101781-101781
Closed Access | Times Cited: 8
Jiqian Wang, Feng Ma, Tianyang Wang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101781-101781
Closed Access | Times Cited: 8
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Martin Wallmeier
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 854-875
Open Access | Times Cited: 1
Martin Wallmeier
Journal of Futures Markets (2024) Vol. 44, Iss. 5, pp. 854-875
Open Access | Times Cited: 1
Cross-section without factors: a string model for expected returns
Walter Distaso, Antonio Mele, Grigory Vilkov
Quantitative Finance (2024) Vol. 24, Iss. 6, pp. 693-718
Open Access
Walter Distaso, Antonio Mele, Grigory Vilkov
Quantitative Finance (2024) Vol. 24, Iss. 6, pp. 693-718
Open Access
Understanding the correlation risk premium
Jan Dhaene, Daniël Linders, Biwen Ling, et al.
Annals of Actuarial Science (2024), pp. 1-24
Open Access
Jan Dhaene, Daniël Linders, Biwen Ling, et al.
Annals of Actuarial Science (2024), pp. 1-24
Open Access
Understanding the Correlation Risk Premium
Jan Dhaene, Daniël Linders, Biwen Ling, et al.
SSRN Electronic Journal (2023)
Closed Access
Jan Dhaene, Daniël Linders, Biwen Ling, et al.
SSRN Electronic Journal (2023)
Closed Access
Estimating Forward-Looking Stock Correlations from Risk Factors
Wolfgang Schadner, Joshua Traut
Mathematics (2022) Vol. 10, Iss. 10, pp. 1649-1649
Open Access
Wolfgang Schadner, Joshua Traut
Mathematics (2022) Vol. 10, Iss. 10, pp. 1649-1649
Open Access
Quality Issues of Implied Volatilities of Index and Stock Options in the OptionMetrics IvyDB Database
Martin Wallmeier
SSRN Electronic Journal (2022)
Closed Access
Martin Wallmeier
SSRN Electronic Journal (2022)
Closed Access
